NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 90.90 91.15 0.25 0.3% 90.51
High 91.72 92.25 0.53 0.6% 91.72
Low 90.71 90.91 0.20 0.2% 89.53
Close 91.57 92.21 0.64 0.7% 91.57
Range 1.01 1.34 0.33 32.7% 2.19
ATR 1.33 1.33 0.00 0.1% 0.00
Volume 17,288 15,335 -1,953 -11.3% 77,869
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.81 95.35 92.95
R3 94.47 94.01 92.58
R2 93.13 93.13 92.46
R1 92.67 92.67 92.33 92.90
PP 91.79 91.79 91.79 91.91
S1 91.33 91.33 92.09 91.56
S2 90.45 90.45 91.96
S3 89.11 89.99 91.84
S4 87.77 88.65 91.47
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.51 96.73 92.77
R3 95.32 94.54 92.17
R2 93.13 93.13 91.97
R1 92.35 92.35 91.77 92.74
PP 90.94 90.94 90.94 91.14
S1 90.16 90.16 91.37 90.55
S2 88.75 88.75 91.17
S3 86.56 87.97 90.97
S4 84.37 85.78 90.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.25 89.71 2.54 2.8% 1.27 1.4% 98% True False 16,492
10 92.63 89.53 3.10 3.4% 1.32 1.4% 86% False False 14,588
20 93.81 89.00 4.81 5.2% 1.49 1.6% 67% False False 15,321
40 95.94 89.00 6.94 7.5% 1.23 1.3% 46% False False 11,104
60 99.76 89.00 10.76 11.7% 1.16 1.3% 30% False False 9,263
80 101.33 89.00 12.33 13.4% 1.04 1.1% 26% False False 7,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.95
2.618 95.76
1.618 94.42
1.000 93.59
0.618 93.08
HIGH 92.25
0.618 91.74
0.500 91.58
0.382 91.42
LOW 90.91
0.618 90.08
1.000 89.57
1.618 88.74
2.618 87.40
4.250 85.22
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 92.00 91.92
PP 91.79 91.64
S1 91.58 91.35

These figures are updated between 7pm and 10pm EST after a trading day.

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